+81.9%
DSMC vs SPY
+112.0%
-30.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | -2.7% | -2.0% | -0.7% | -0.8% |
| 30D | -0.7% | -1.7% | +1.0% | +0.9% |
| 3M | +7.9% | +4.7% | +3.2% | +3.0% |
| 6M | +17.2% | +12.5% | +4.7% | +4.0% |
| YTD | +22.4% | +11.7% | +10.6% | +9.3% |
| 1Y | +21.1% | +17.5% | +3.6% | +2.7% |
| 3Y | +45.9% | +76.6% | -30.7% | -19.2% |
| All | +81.9% | +112.0% | -30.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling